Location: Los Angeles, CA
CIK: 0000903944 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 13, 2020
Total Value: $2.786B (35.2% shares, 64.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | TESLA INC NOTE 2.375 PERCENT 3/1 | 64,370,000 | $213M | 7.7% | $3.31 | $1.71 | — | CNV | 88160RAD3 |
| — | WELLS FARGO CO NEW PERP PFD CNV A | 92,841 | $120M | 4.3% | $1296.38 | $1248.51 | — | CVP | 949746804 |
| — | FORTIVE CORP 5 PERCENT PFD CNV SER A DELETED | 137,178 | $119M | 4.3% | $864.00 | $902.86 | — | CVP | 34959J207 |
| — | BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | 71,651 | $96.17M | 3.5% | $1342.20 | $1330.31 | — | CVP | 060505682 |
| — | DTE ENERGY CO UNIT 11/01/2022S | 2,258,536 | $95.82M | 3.4% | $42.43 | $51.35 | — | CVP | 233331842 |
| — | TWITTER INC NOTE 1.000 PERCENT 9/1 | 92,061,000 | $90.08M | 3.2% | $0.98 | $0.95 | — | CNV | 90184LAD4 |
| — | NEXTERA ENERGY INC UNIT 99/99/9999 | 1,981,072 | $83.69M | 3.0% | $42.25 | $43.96 | — | CVP | 65339F770 |
| — | NUANCE COMMUNICATIONS INC DBCV 1.000 PERCENT12/1 | 55,624,000 | $65.62M | 2.4% | $1.18 | $0.92 | — | CNV | 67020YAK6 |
| — | INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 | 1,415,001 | $63.12M | 2.3% | $44.61 | $49.55 | — | CVP | 459506309 |
| — | OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0 | 65,841,000 | $63M | 2.3% | $0.96 | $0.98 | — | CNV | 671044AD7 |
| — | SYNAPTICS INC NOTE 0.500 PERCENT 6/1 | 56,578,000 | $60.29M | 2.2% | $1.07 | $1.01 | — | CNV | 87157DAD1 |
| — | SOUTHERN CO UNIT 08/01/2022 | 1,350,214 | $59.49M | 2.1% | $44.06 | $51.77 | — | CVP | 842587602 |
| — | PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | 60,042,000 | $58.88M | 2.1% | $0.98 | $0.94 | — | CNV | 74624MAB8 |
| — | SEMPRA ENERGY 6 PERCENT PFD CONV A | 589,400 | $57.62M | 2.1% | $97.76 | $97.46 | — | CVP | 816851406 |
| — | SOUTH JERSEY INDS INC UNIT 99/99/9999 | 1,271,967 | $52.49M | 1.9% | $41.27 | $47.10 | — | CVP | 838518116 |
| — | FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | 41,038,000 | $51.87M | 1.9% | $1.26 | $1.22 | — | CNV | 302941AP4 |
| — | NEW RELIC INC NOTE 0.500 PERCENT 5/0 | 52,781,000 | $51M | 1.8% | $0.97 | $0.94 | — | CNV | 64829BAB6 |
| — | VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | 52,875,000 | $49.31M | 1.8% | $0.93 | $0.93 | — | CNV | 928298AP3 |
| — | SUPERNUS PHARMACEUTICALS INC NOTE 0.625 PERCENT 4/0 | 50,324,000 | $44.29M | 1.6% | $0.88 | $0.88 | — | CNV | 868459AD0 |
| — | EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | 45,275,000 | $43.27M | 1.6% | $0.96 | $0.78 | — | CNV | 30063PAC9 |
| — | PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000 PERCENT 8/0 | 43,542,000 | $43.23M | 1.6% | $0.99 | $0.99 | — | CNV | 73640QAB1 |
| — | CENTERPOINT ENERGY INC DEP RP PFD CV B | 1,187,773 | $42.38M | 1.5% | $35.68 | $49.48 | — | CVP | 15189T503 |
| — | AMERICAN AIRLS GROUP INC NOTE 6.500 PERCENT 7/0 ADDED | 42,225,000 | $39.7M | 1.4% | $0.94 | $0.94 | — | CNV | 02376RAF9 |
| — | NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | 38,852,000 | $39.28M | 1.4% | $1.01 | $1.06 | — | CNV | 629377CG5 |
| — | INNOVIVA INC NOTE 2.500 PERCENT 8/1 | 36,859,000 | $38.77M | 1.4% | $1.05 | $1.14 | — | CNV | 45781MAB7 |
| — | GUIDEWIRE SOFTWARE INC NOTE 1.250 PERCENT 3/1 | 33,145,000 | $38.55M | 1.4% | $1.16 | $1.01 | — | CNV | 40171VAA8 |
| — | KBR INC NOTE 2.500 PERCENT11/0 | 34,300,000 | $38.53M | 1.4% | $1.12 | $1.06 | — | CNV | 48242WAB2 |
| — | SPLUNK INC NOTE 1.125 PERCENT 9/1 | 25,912,000 | $38.07M | 1.4% | $1.47 | $1.09 | — | CNV | 848637AD6 |
| — | BOSTON SCIENTIFIC CORP 5.50 PERCENT CNV PFD A ADDED | 355,500 | $37.27M | 1.3% | $104.83 | $104.83 | — | CVP | 101137206 |
| — | EZCORP INC NOTE 2.875 PERCENT 7/0 | 40,456,000 | $37.21M | 1.3% | $0.92 | $1.24 | — | CNV | 302301AF3 |
| — | RAMBUS INC DEL NOTE 1.375 PERCENT 2/0 | 34,800,000 | $36.23M | 1.3% | $1.04 | $0.92 | — | CNV | 750917AG1 |
| — | FIREEYE INC NOTE 0.875 PERCENT 6/0 | 38,975,000 | $35.25M | 1.3% | $0.90 | $0.95 | — | CNV | 31816QAF8 |
| — | KNOWLES CORP NOTE 3.250 PERCENT11/0 | 32,906,000 | $34.92M | 1.3% | $1.06 | $1.13 | — | CNV | 49926DAB5 |
| — | ESSENTIAL UTILS INC UNIT 04/30/2022 | 608,706 | $34.2M | 1.2% | $56.19 | $54.36 | — | CVP | 29670G201 |
| — | DANAHER CORPORATION 4.75 MND CV PFD | 26,157 | $32.72M | 1.2% | $1250.98 | $1042.58 | — | CVP | 235851300 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | 34,700,000 | $31.73M | 1.1% | $0.91 | $0.95 | — | CNV | 472145AD3 |
| — | LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | 21,500,000 | $31.34M | 1.1% | $1.46 | $1.39 | — | CNV | 55024UAB5 |
| — | MARRIOTT VACTINS WORLDWID CO NOTE 1.500 PERCENT 9/1 | 31,832,000 | $29.31M | 1.1% | $0.92 | $0.86 | — | CNV | 57164YAB3 |
| — | FORTIVE CORP NOTE 0.875 PERCENT 2/1 | 29,309,000 | $28.79M | 1.0% | $0.98 | $0.93 | — | CNV | 34959JAK4 |
| — | HERBALIFE LTD NOTE 2.625 PERCENT 3/1 | 28,368,000 | $27.94M | 1.0% | $0.98 | $0.80 | — | CNV | 42703MAD5 |
| — | KAMAN CORP NOTE 3.250 PERCENT 5/0 | 28,086,000 | $26.64M | 1.0% | $0.95 | $1.07 | — | CNV | 483548AF0 |
| — | NEXTERA ENERGY INC UNIT 09/01/2022S | 538,540 | $26.23M | 0.9% | $48.70 | $50.42 | — | CVP | 65339F796 |
| — | SPIRIT AIRLS INC NOTE 4.750 PERCENT 5/1 ADDED | 17,350,000 | $26.06M | 0.9% | $1.50 | $1.50 | — | CNV | 848577AA0 |
| — | CSG SYS INTL INC NOTE 4.250 PERCENT 3/1 | 25,601,000 | $26.02M | 0.9% | $1.02 | $1.05 | — | CNV | 126349AF6 |
| — | REPLIGEN CORP NOTE 0.375 PERCENT 7/1 | 19,075,000 | $23.9M | 0.9% | $1.25 | $1.06 | — | CNV | 759916AB5 |
| — | DOMINION ENERGY INC UNIT 99/99/9999 | 234,858 | $23.89M | 0.9% | $101.71 | $99.37 | — | CVP | 25746U133 |
| — | GUESS INC NOTE 2.000 PERCENT 4/1 ADDED | 30,816,000 | $20.53M | 0.7% | $0.67 | $0.67 | — | CNV | 401617AD7 |
| — | ZILLOW GROUP INC NOTE 2.750 PERCENT 5/1 ADDED | 16,675,000 | $19.39M | 0.7% | $1.16 | $1.16 | — | CNV | 98954MAH4 |
| — | HCI GROUP INC NOTE 4.250 PERCENT 3/0 | 19,025,000 | $18.81M | 0.7% | $0.99 | $1.00 | — | CNV | 40416EAD5 |
| — | VIAVI SOLUTIONS INC NOTE 1.000 PERCENT 3/0 | 16,250,000 | $18.68M | 0.7% | $1.15 | $1.07 | — | CNV | 925550AB1 |
| — | CHENIERE ENERGY INC NOTE 4.250 PERCENT 3/1 | 29,300,000 | $18.53M | 0.7% | $0.63 | $0.67 | — | CNV | 16411RAG4 |
| — | TEAM INC NOTE 5.000 PERCENT 8/0 | 26,494,000 | $18.24M | 0.7% | $0.69 | $1.22 | — | CNV | 878155AE0 |
| — | REALPAGE INC NOTE 1.500 PERCENT 5/1 ADDED | 16,773,000 | $18.04M | 0.6% | $1.08 | $1.08 | — | CNV | 75606NAC3 |
| — | TWITTER INC NOTE 0.250 PERCENT 6/1 | 18,973,000 | $17.87M | 0.6% | $0.94 | $0.95 | — | CNV | 90184LAF9 |
| — | ENVESTNET INC NOTE 1.750 PERCENT 6/0 | 13,000,000 | $15.99M | 0.6% | $1.23 | $1.09 | — | CNV | 29404KAB2 |
| — | COWEN INC NOTE 3.000 PERCENT12/1 | 13,825,000 | $15.03M | 0.5% | $1.09 | $1.06 | — | CNV | 223622AE1 |
| — | VIAVI SOLUTIONS INC NOTE 1.750 PERCENT 6/0 | 12,997,000 | $14.48M | 0.5% | $1.11 | $1.10 | — | CNV | 925550AE5 |
| — | GAIN CAP HLDGS INC NOTE 5.000 PERCENT 8/1 | 13,656,000 | $13.55M | 0.5% | $0.99 | $0.95 | — | CNV | 36268WAF7 |
| — | INFINERA CORP NOTE 2.125 PERCENT 9/0 | 14,575,000 | $12.4M | 0.4% | $0.85 | $0.89 | — | CNV | 45667GAC7 |
| AEP | AMERICAN ELEC PWR CO INC COM | 147,379 | $11.74M | 0.4% | $79.64 * | $66.63 | 0.0% | STO | 025537101 |
| — | LIGAND PHARMACEUTICALS INC NOTE 0.750 PERCENT 5/1 | 11,600,000 | $10.17M | 0.4% | $0.88 | $0.86 | — | CNV | 53220KAF5 |
| — | NUTANIX INC NOTE 1/1 | 11,050,000 | $9.784M | 0.4% | $0.89 | $0.93 | — | CNV | 67059NAB4 |
| — | EPR PPTYS PFD C CNV 5.75 PERCENT | 522,263 | $9.51M | 0.3% | $18.21 | $22.13 | — | CVP | 26884U208 |
| — | EPR PPTYS CONV PFD 9 PERCENT SR E DELETED | 336,547 | $8.315M | 0.3% | $24.71 | $36.32 | — | CVP | 26884U307 |
| — | ENCORE CAP EUROPE FIN LTD NOTE 4.500 PERCENT 9/0 | 8,575,000 | $8.265M | 0.3% | $0.96 | $0.99 | — | CNV | 29260UAA5 |
| — | TILRAY INC NOTE 5.000 PERCENT10/0 | 18,644,000 | $8.008M | 0.3% | $0.43 | $0.47 | — | CNV | 88688TAB6 |
| — | ASSURANT INC 6.50 PERCENT CONV PFD D | 75,000 | $7.866M | 0.3% | $104.88 | $105.16 | — | CVP | 04621X207 |
| — | SILICON LABORATORIES INC NOTE 1.375 PERCENT 3/0 | 6,295,000 | $7.582M | 0.3% | $1.20 | $1.16 | — | CNV | 826919AB8 |
| — | RETROPHIN INC NOTE 2.500 PERCENT 9/1 | 8,275,000 | $6.825M | 0.2% | $0.82 | $0.97 | — | CNV | 761299AB2 |
| — | ON SEMICONDUCTOR CORP NOTE 1.000 PERCENT12/0 | 5,775,000 | $6.713M | 0.2% | $1.16 | $1.28 | — | CNV | 682189AK1 |
| — | II-VI INC NOTE 0.250 PERCENT 9/0 | 5,600,000 | $6.638M | 0.2% | $1.19 | $0.99 | — | CNV | 902104AB4 |
| — | WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | 6,675,000 | $6.275M | 0.2% | $0.94 | $0.94 | — | CNV | 958102AP0 |
| — | ZYNGA INC NOTE 0.250 PERCENT 6/0 ADDED | 4,800,000 | $6.203M | 0.2% | $1.29 | $1.29 | — | CNV | 98986TAB4 |
| — | MERITOR INC NOTE 3.250 PERCENT10/1 | 6,025,000 | $6.002M | 0.2% | $1.00 | $0.93 | — | CNV | 59001KAF7 |
| — | VERINT SYS INC NOTE 1.500 PERCENT 6/0 | 4,825,000 | $4.765M | 0.2% | $0.99 | $1.06 | — | CNV | 92343XAA8 |
| — | ALTAIR ENGR INC NOTE 0.250 PERCENT 6/0 | 4,500,000 | $4.728M | 0.2% | $1.05 | $0.99 | — | CNV | 021369AA1 |
| — | GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | 5,694,000 | $4.686M | 0.2% | $0.82 | $0.97 | — | CNV | 393657AK7 |
| — | ZILLOW GROUP INC NOTE 1.500 PERCENT 7/0 | 4,360,000 | $4.53M | 0.2% | $1.04 | $0.91 | — | CNV | 98954MAC5 |
| — | XERIS PHARMACEUTICALS INC NOTE 5.000 PERCENT 7/1 ADDED | 4,250,000 | $4.188M | 0.2% | $0.99 | $0.99 | — | CNV | 98422LAA5 |
| — | PALO ALTO NETWORKS INC NOTE 0.750 PERCENT 7/0 | 3,875,000 | $4.142M | 0.1% | $1.07 | $1.07 | — | CNV | 697435AD7 |
| — | SPIRIT RLTY CAP INC NEW NOTE 3.750 PERCENT 5/1 | 2,450,000 | $2.427M | 0.1% | $0.99 | $0.99 | — | CNV | 84860WAB8 |
| — | LIVE NATION ENTERTAINMENT IN NOTE 2.500 PERCENT 3/1 | 2,375,000 | $2.409M | 0.1% | $1.01 | $1.10 | — | CNV | 538034AQ2 |
| — | PRA GROUP INC NOTE 3.500 PERCENT 6/0 | 1,441,000 | $1.476M | 0.1% | $1.02 | $1.04 | — | CNV | 69354NAB2 |
| — | ILLUMINA INC NOTE 8/1 | 1,200,000 | $1.303M | 0.0% | $1.09 | $1.09 | — | CNV | 452327AK5 |
| — | JAZZ INVESTMENTS I LTD NOTE 1.875 PERCENT 8/1 | 1,025,000 | $997K | 0.0% | $0.97 | $1.04 | — | CNV | 472145AB7 |
| — | ON SEMICONDUCTOR CORP NOTE 1.625 PERCENT10/1 | 775,000 | $940K | 0.0% | $1.21 | $1.28 | — | CNV | 682189AP0 |
| — | BIOMARIN PHARMACEUTICAL INC NOTE 1.500 PERCENT10/1 | 650,000 | $854K | 0.0% | $1.31 | $1.12 | — | CNV | 09061GAF8 |
| — | AKAMAI TECHNOLOGIES INC NOTE 0.125 PERCENT 5/0 | 660,000 | $822K | 0.0% | $1.25 | $1.11 | — | CNV | 00971TAJ0 |
| — | NATIONAL HEALTH INVS INC NOTE 3.250 PERCENT 4/0 | 285,000 | $279K | 0.0% | $0.98 | $1.11 | — | CNV | 63633DAE4 |